+61.9%
PYPL vs ESI
+41.5%
+20.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +1.0% | -6.6% | +7.6% | +2.9% |
| 30D | +5.9% | -9.8% | +15.7% | +8.7% |
| 3M | -0.2% | -11.9% | +11.7% | +2.8% |
| 6M | +30.3% | -25.1% | +55.4% | +38.9% |
| YTD | +1.6% | +31.9% | -30.3% | -11.6% |
| 1Y | -10.3% | +19.2% | -29.5% | -19.3% |
| 3Y | +8.5% | +76.2% | -67.6% | -15.7% |
| 5Y | -71.0% | +39.4% | -110.3% | -75.9% |
| 10Y | +46.9% | +304.9% | -258.0% | -11.0% |
| All | +61.9% | +41.5% | +20.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling